Lead Quantitative Developer - New York
Compensation Range - 200,000 USD - 350,000 USD
Duties and Responsibilities:
· Lead a team of 2 to 4 quantitative developers to build core pricing and risk analytics for trading of Converts, Equity, Credit and IR products
· The candidate will primarily be working with the Quantitative Research team to develop models and analytics for various asset classes within the Converts business.
· Drive and manage projects to integrate with firm-wide asset pricing and risk platforms
· Additional responsibilities may include:
· Acquiring and managing datasets for use in new or existing models.
· Background / Experience:
· Technical education should include an Undergraduate or Advanced Science, Technology, Engineering or Mathematics (STEM) Degree
· Solid mathematical foundation, with a demonstrable interest in financial topics and a clear desire and motivation to learn more
Required Skills / Experience:
· Programming experience in C++, Python on Linux
· Knowledge of NumPy, SciPy.
· Commitment to excellence and a strong attention to detail
· Highly motivated with a desire to work in a hands-on collaborative environment
Additional Desirable Skills / Experience:
Product knowledge of any or all of the following: Converts, CDS, Bonds, Equities, Interest Rate Swaps and Bond ETF.
To apply, please send your Updated CV, Notice Period and Expected compensation to firstname.lastname@example.org